ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION

DOI10.1070/IM1971v005n06ABEH001259zbMath0248.35101OpenAlexW1999186856MaRDI QIDQ5662421

Nicolai V. Krylov

Publication date: 1972

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im1971v005n06abeh001259

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Partial differential equations of mathematical physics and other areas of application (35Q99) Hamilton-Jacobi theories (49L99)

Related Items (6)

Unnamed Item ⋮ Weak solutions of the Hamilton-Jacobi-Bellman equation ⋮ Résolution analytique des problèmes de Bellman-Dirichlet ⋮ Sum probleils related to the relliian-dzrzchlet equation for two opepators ⋮ Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman ⋮ Linear and fully nonlinear elliptic equations with L_d-drift

This page was built for publication: ON UNIQUENESS OF THE SOLUTION OF BELLMAN'S EQUATION